The fix, (aside from not checking that tickbox) is to go into your FuBar savedvariables, and remove the FuXP reference from there. Then re-add the plugin as per normal and it should be put back where it's supposed to. Meanwhile, don't click that option til that bug is fixed =)
Great ! As you said, I simply removed the FuXPFu reference from the [Detached] submenu in the Fubar SV, and it worked.